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Writing Scripts in Knoppix

Okay I'm new to writing scripts,....new to Linux too but here goes....

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#!/bin/bash
# My first script

echo "Hello World!"

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..........And that's the entire contents of my script! haha! Anyways, when I run this from Konsole all I get is "permission denied". Is that because there's something funky goin on because its a ramdisk? eh?

The OS will read the first line of the file to determine what to execute the script with, but it won't actually execute without the Xecute bit set on the script, that's why you needed to add it, as it isn't there by default.